\contentsline {chapter}{\numberline {1}R语言基础}{3}{chapter.1}
\contentsline {section}{\numberline {1.1}R 语言初识}{3}{section.1.1}
\contentsline {subsection}{\numberline {1.1.1}R语言的强大}{3}{subsection.1.1.1}
\contentsline {subsection}{\numberline {1.1.2}R 语言初识}{3}{subsection.1.1.2}
\contentsline {section}{\numberline {1.2}创建数据}{3}{section.1.2}
\contentsline {subsection}{\numberline {1.2.1}向量、矩阵和数组}{3}{subsection.1.2.1}
\contentsline {subsection}{\numberline {1.2.2}数据框、因子和列表}{4}{subsection.1.2.2}
\contentsline {subsection}{\numberline {1.2.3}创建数据：外部导入}{4}{subsection.1.2.3}
\contentsline {subsection}{\numberline {1.2.4}一些常用的基础命令}{4}{subsection.1.2.4}
\contentsline {subsection}{\numberline {1.2.5}字符串处理}{4}{subsection.1.2.5}
\contentsline {section}{\numberline {1.3}基本数据管理}{5}{section.1.3}
\contentsline {subsection}{\numberline {1.3.1}常用操作}{5}{subsection.1.3.1}
\contentsline {subsection}{\numberline {1.3.2}高级操作}{5}{subsection.1.3.2}
\contentsline {subsubsection}{数据合并: }{5}{section*.2}
\contentsline {subsubsection}{时间处理}{6}{section*.3}
\contentsline {paragraph}{日期与字符串之间的转换；}{6}{section*.4}
\contentsline {paragraph}{时间序列包：xts}{6}{section*.5}
\contentsline {subsection}{\numberline {1.3.3}缺失值的表格与图形探索}{7}{subsection.1.3.3}
\contentsline {subsubsection}{表格}{7}{section*.6}
\contentsline {subsubsection}{图形}{7}{section*.8}
\contentsline {subsubsection}{检查面板数据是否平衡}{7}{section*.9}
\contentsline {section}{\numberline {1.4}画图：\texttt {ggplot2}}{8}{section.1.4}
\contentsline {subsection}{\numberline {1.4.1}例子1：各种标记的添加}{8}{subsection.1.4.1}
\contentsline {subsection}{\numberline {1.4.2}例子2：映射}{8}{subsection.1.4.2}
\contentsline {subsection}{\numberline {1.4.3}例子3：地图}{8}{subsection.1.4.3}
\contentsline {section}{\numberline {1.5}函数的编写}{9}{section.1.5}
\contentsline {subsection}{\numberline {1.5.1}控制流}{9}{subsection.1.5.1}
\contentsline {paragraph}{循环结构}{9}{section*.12}
\contentsline {paragraph}{条件执行}{9}{section*.13}
\contentsline {paragraph}{常用语句}{10}{section*.14}
\contentsline {subsection}{\numberline {1.5.2}优化算法: \texttt {Rdonlp2}}{10}{subsection.1.5.2}
\contentsline {chapter}{\numberline {2}计量经济学理论与软件应用}{11}{chapter.2}
\contentsline {section}{\numberline {2.1}回归模型}{11}{section.2.1}
\contentsline {subsection}{\numberline {2.1.1}简单的回归分析}{11}{subsection.2.1.1}
\contentsline {subsection}{\numberline {2.1.2}公式的通俗写法}{11}{subsection.2.1.2}
\contentsline {subsection}{\numberline {2.1.3}假设检验：系数约束检验(\texttt {car})}{12}{subsection.2.1.3}
\contentsline {subsection}{\numberline {2.1.4}其他检验}{12}{subsection.2.1.4}
\contentsline {subsection}{\numberline {2.1.5}时间序列：单位根检验}{12}{subsection.2.1.5}
\contentsline {subsection}{\numberline {2.1.6}虚拟变量回归：因子变量}{13}{subsection.2.1.6}
\contentsline {subsection}{\numberline {2.1.7}Probit 或者 Logit 模型}{13}{subsection.2.1.7}
\contentsline {subsubsection}{定义}{13}{section*.15}
\contentsline {subsubsection}{估计}{13}{section*.16}
\contentsline {subsubsection}{Probit/Logit模型的解释}{13}{section*.17}
\contentsline {paragraph}{拟合优度}{13}{section*.18}
\contentsline {paragraph}{系数的解释}{13}{section*.19}
\contentsline {section}{\numberline {2.2}与stata的交互}{14}{section.2.2}
\contentsline {chapter}{\numberline {3}微观计量经济学}{15}{chapter.3}
\contentsline {section}{\numberline {3.1}因果推断的理论框架}{15}{section.3.1}
\contentsline {subsection}{\numberline {3.1.1}潜在结果的表述框架}{15}{subsection.3.1.1}
\contentsline {subsection}{\numberline {3.1.2}稳定性假设和分配机制}{15}{subsection.3.1.2}
\contentsline {subsection}{\numberline {3.1.3}总体平均因果效应}{16}{subsection.3.1.3}
\contentsline {section}{\numberline {3.2}随机实验}{17}{section.3.2}
\contentsline {subsection}{\numberline {3.2.1}随机化实验的分类}{17}{subsection.3.2.1}
\contentsline {section}{\numberline {3.3}匹配}{17}{section.3.3}
\contentsline {subsection}{\numberline {3.3.1}协变量匹配}{17}{subsection.3.3.1}
\contentsline {subsection}{\numberline {3.3.2}倾向得分匹配}{18}{subsection.3.3.2}
\contentsline {subsubsection}{倾向指数、平衡指数和倾向指数定理}{18}{section*.21}
\contentsline {subsubsection}{倾向指数匹配步骤：}{18}{section*.22}
\contentsline {paragraph}{1. 定义相似性}{18}{section*.23}
\contentsline {paragraph}{2. 实施匹配}{19}{section*.24}
\contentsline {paragraph}{3. 评价匹配的效果}{19}{section*.25}
\contentsline {paragraph}{4. 估计因果效应}{20}{section*.26}
\contentsline {subsubsection}{匹配方法：条件独立性假设的检验}{21}{section*.27}
\contentsline {subsubsection}{实践}{22}{section*.28}
\contentsline {section}{\numberline {3.4}DID}{22}{section.3.4}
\contentsline {subsection}{\numberline {3.4.1}一个例子：垃圾焚化炉区位对住房价格的影响}{22}{subsection.3.4.1}
\contentsline {subsection}{\numberline {3.4.2}DID的假设条件}{22}{subsection.3.4.2}
\contentsline {subsection}{\numberline {3.4.3}多期数据的DID：恐怖袭击对CBD经济的影响}{23}{subsection.3.4.3}
\contentsline {subsubsection}{问题}{23}{section*.31}
\contentsline {subsubsection}{估计}{24}{section*.33}
\contentsline {subsubsection}{稳健性检验}{25}{section*.35}
\contentsline {subsection}{\numberline {3.4.4}时变干预DID：多个个体干预时间不同}{25}{subsection.3.4.4}
\contentsline {subsection}{\numberline {3.4.5}实践}{26}{subsection.3.4.5}
\contentsline {section}{\numberline {3.5}合成控制法}{26}{section.3.5}
\contentsline {subsection}{\numberline {3.5.1}模型}{26}{subsection.3.5.1}
\contentsline {subsubsection}{符号表述}{26}{section*.36}
\contentsline {subsubsection}{模型设置}{26}{section*.38}
\contentsline {subsubsection}{具体算法}{27}{section*.39}
\contentsline {subsubsection}{推断}{28}{section*.40}
\contentsline {subsection}{\numberline {3.5.2}实例：估计California99项目}{29}{subsection.3.5.2}
\contentsline {subsubsection}{前期说明}{29}{section*.41}
\contentsline {subsubsection}{基本结果}{29}{section*.43}
\contentsline {subsubsection}{推断}{30}{section*.46}
\contentsline {subsection}{\numberline {3.5.3}多个干预组：Acemoglu et. al.（2016）}{31}{subsection.3.5.3}
\contentsline {subsection}{\numberline {3.5.4}回归合成法}{32}{subsection.3.5.4}
\contentsline {subsection}{\numberline {3.5.5}R包：合成控制Synth包}{32}{subsection.3.5.5}
\contentsline {subsubsection}{命令的相关参数}{32}{section*.49}
\contentsline {subsection}{\numberline {3.5.6}R包：回归合成pampe包}{33}{subsection.3.5.6}
\contentsline {section}{\numberline {3.6}RDD：断点回归设计}{34}{section.3.6}
\contentsline {subsection}{\numberline {3.6.1}假设条件}{34}{subsection.3.6.1}
\contentsline {subsection}{\numberline {3.6.2}RDD的实施}{35}{subsection.3.6.2}
\contentsline {subsubsection}{第一步：画图}{35}{section*.55}
\contentsline {subsubsection}{第二步：估计}{36}{section*.56}
\contentsline {paragraph}{边界非参数估计}{36}{section*.57}
\contentsline {paragraph}{局部线性回归}{36}{section*.58}
\contentsline {paragraph}{局部多项式回归}{36}{section*.59}
\contentsline {paragraph}{模糊断点回归的估计}{37}{section*.60}
\contentsline {paragraph}{如何选择带宽？}{37}{section*.61}
\contentsline {subsubsection}{第三步，稳健性检验}{37}{section*.62}
\contentsline {subsection}{\numberline {3.6.3}实践}{37}{subsection.3.6.3}
\contentsline {chapter}{\numberline {4}时间序列分析}{39}{chapter.4}
\contentsline {section}{\numberline {4.1}阈值非线性：时间序列}{39}{section.4.1}
\contentsline {subsection}{\numberline {4.1.1}SETAR：自激励}{39}{subsection.4.1.1}
\contentsline {paragraph}{股指与通胀}{39}{section*.64}
\contentsline {subsection}{\numberline {4.1.2}LSTAR：平滑转移}{40}{subsection.4.1.2}
\contentsline {subsection}{\numberline {4.1.3}TVAR：阈值向量自回归}{41}{subsection.4.1.3}
\contentsline {subsection}{\numberline {4.1.4}阈值非线性：面板数据}{41}{subsection.4.1.4}
\contentsline {section}{\numberline {4.2}Kalman滤波: \texttt {MARSS}}{42}{section.4.2}
\contentsline {subsection}{\numberline {4.2.1}理论模型}{42}{subsection.4.2.1}
\contentsline {subsection}{\numberline {4.2.2}Kalman滤波：一个例子}{42}{subsection.4.2.2}
